I bought 4 lovecraft compilations for my kindle a few years back. They are called "The Collected Stories of H.P. Lovecraft" vols 1-4. They go in chronological order and have most of his collaborations (so far the Harry Houdini one was the only ommission) and seem to be verbatim to the Arkham Press print editions I also have. These are, IIRC, the Joshi approved Lovecraft originals rather than the Derleth alterations available previously.

Nice to see some free versions, though I'm pretty sure most of Lovecraft was published well after the "public domain" cut-off, so I'm not sure all his stuff is fair game or if it is owned by Wierd Tales or his estate. But I doubt anyone is really going to fight over it either. I don't mind paying for well-edited and compiled digital collections because it means I'm more likely to get some of the other guys from that era who aren't as popular.

Anyone read the Robert E. Howard mythos tales? IIRC one or two took place in Scotland. "Worms of the Earth" has Bran Mac Morn as the hero, a pict who, in Howards world, are somewhat degenerate remnants of a greater civilization who now live in Scotland. No kilts or anything, but scottish nonetheless Naturally Howard's heroes respond to eldritch horror with fisticuffs, sword blows, or revolver fire, rather than the bleak insanity, copious fainting, or long winded journal entries of Lovecraft's protagonists.